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Choppiness index

A bounded measure of whether a market is trending or ranging, comparing the sum of recent true ranges to the total distance actually travelled.

If price covers a lot of ground bar by bar but ends up near where it started, the index reads high, indicating chop. If most of the bar-by-bar movement translated into net progress, it reads low, indicating a trend. Values above roughly 60 are conventionally called choppy and below 40 trending.

It answers the same question as adx with a more intuitive construction, and like ADX it gives no direction.

It is entirely backward-looking. A high reading tells you the last N bars were choppy, which is often exactly when a breakout is about to happen. Used as a filter it will keep you out of the start of trends as reliably as it keeps you out of chop.

Related: adx, trading-range, true-range, consolidation, indicator-lag

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

A range beside a trendOne chart swinging between a flat floor and ceiling, another stepping upwards inside a pair of sloping lines.Range-boundresistancesupportprice bounces between two levelsTrendingthe trend channelhigher highs and higher lowsA range has two flat edges; a trend has two sloping ones.
Range versus trend. On the left price keeps bouncing between the same floor and ceiling, which is a range. On the right each high and each low is higher than the last, inside a pair of sloping lines called a channel.

Educational only, not advice. Spotted an error? Post in Site Feedback.